+336.3%
CAT vs JEPI
+41.1%
+295.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +2.0% |
| 7D | +5.6% | -0.2% | +5.8% | +5.9% |
| 30D | -2.3% | -0.6% | -1.7% | -1.5% |
| 3M | -10.0% | +4.8% | -14.8% | -16.2% |
| 6M | +21.2% | +2.1% | +19.1% | +17.7% |
| YTD | +44.4% | +4.8% | +39.6% | +35.4% |
| 1Y | +96.3% | +8.4% | +87.8% | +75.2% |
| 3Y | +203.9% | +30.8% | +173.1% | +112.1% |
| All | +336.3% | +41.1% | +295.3% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling